Can't opt out TickReplay with IsTickReplays[0]

[dotnet]

Hi,

It looks like it is not possible to run a tickreplay (gather data from onmarketdata) and a non tickreplay indicator (calculating onbarclose) side by side.
The onbarclose indicator - which finish in split second on non tickreplay chart - receive millions of ticks, and eventually hang ninjatrader.
How do you expect to make this work?

The indicator should be able to opt out the tickreplay with a single switch.
The IsTickReplays[0] == false "need to be fixed".

dotnet.

[NinjaTrader_PaulH]

Hello dotnet,

Thanks for your post.

So that I can replicate the issue on my end can you provide the steps to recreate?

Thanks in advance.

[dotnet]

Hello Paul,

How Ninjatrader expect to run non-tickreplay and tickreplay indicators side by side, when the tickreplay create extreme overhead in the non-tickreplay indicator? Can you understand the question? Why the IsTickReplays[0] == false does not work?

dotnet

[NinjaTrader_PaulH]

Hello dotnet,

Thanks for your reply.

To be clear IsTickReplay is a read-only property and is set by the use of Tick Replay. Please see: http://ninjatrader.com/support/helpG...tickreplay.htm

[dotnet]

TickReplay is not for regular indiators

Let's see the numbers then:

Test chart 1.:
30 day/5 Minute/ES 03-16 Chart/No TickReplay

Applying @SMA indicator, running time is not noticeable, let's say it is 250ms.

Test chart 2.:
30 day/5 Minute/ES 03-16 Chart/Tickreplay Enabled

Applying @SMA indicator, running time .. 50 second.

TickReplay /Non TickReplay speed difference 50*1000/250 = 200
TickReplay calculation is 200 times slower.

The original question again: What the engineering team expect to do at this point? Do they expect to rebuild every indicator for TickReplay, or are they considering a 200 times slower running as normal?

I had a suggestion a month before: Forget the TickReplay switches (Options/Data Series), the indicator/script should apply explicitly for tickreplay.
The script that does not request tickreplay, should run on regular 'baronclose' dataseries.

[NinjaTrader_PaulH]

Hello dotnet,

Thanks for your reply.

Regarding, "I had a suggestion a month before:", if that was a forum post, please provide a link so I can follow-up on that.